+214.2%
GDX vs CCEP
+1,657.3%
-1,443.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.5% |
| 7D | -0.4% | -3.1% | +2.7% | +0.3% |
| 30D | +18.6% | -2.6% | +21.2% | +19.3% |
| 3M | +14.9% | +14.9% | 0.0% | +11.0% |
| 6M | -6.3% | +2.3% | -8.5% | -6.9% |
| YTD | +15.7% | +17.8% | -2.1% | +11.3% |
| 1Y | +54.8% | +24.2% | +30.6% | +46.8% |
| 3Y | +253.4% | +84.7% | +168.7% | +206.4% |
| 5Y | +219.7% | +103.2% | +116.5% | +168.5% |
| 10Y | +300.2% | +257.4% | +42.8% | +176.4% |
| All | +214.2% | +1,657.3% | -1,443.1% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CCEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling